NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 30-Mar-2010

Day Change Summary
	Previous	Current
	29-Mar-2010	30-Mar-2010	Change	Change %	Previous Week
Open	81.20	83.26	2.06	2.5%	81.52
High	83.59	83.53	-0.06	-0.1%	82.92
Low	81.20	82.61	1.41	1.7%	79.70
Close	83.02	83.17	0.15	0.2%	80.96
Range	2.39	0.92	-1.47	-61.5%	3.22
ATR	1.92	1.85	-0.07	-3.7%	0.00
Volume	25,098	40,221	15,123	60.3%	131,933

Daily Pivots for day following 30-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.86	85.44	83.68
R3	84.94	84.52	83.42
R2	84.02	84.02	83.34
R1	83.60	83.60	83.25	83.35
PP	83.10	83.10	83.10	82.98
S1	82.68	82.68	83.09	82.43
S2	82.18	82.18	83.00
S3	81.26	81.76	82.92
S4	80.34	80.84	82.66

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.85	89.13	82.73
R3	87.63	85.91	81.85
R2	84.41	84.41	81.55
R1	82.69	82.69	81.26	81.94
PP	81.19	81.19	81.19	80.82
S1	79.47	79.47	80.66	78.72
S2	77.97	77.97	80.37
S3	74.75	76.25	80.07
S4	71.53	73.03	79.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.59	80.50	3.09	3.7%	1.58	1.9%	86%	False	False	29,701
10	84.00	79.70	4.30	5.2%	1.63	2.0%	81%	False	False	28,037
20	84.14	79.70	4.44	5.3%	1.66	2.0%	78%	False	False	24,209
40	84.14	71.64	12.50	15.0%	1.98	2.4%	92%	False	False	17,766
60	86.41	71.64	14.77	17.8%	1.88	2.3%	78%	False	False	14,111
80	86.41	71.64	14.77	17.8%	1.80	2.2%	78%	False	False	11,448
100	86.41	71.64	14.77	17.8%	1.76	2.1%	78%	False	False	9,768
120	86.41	71.64	14.77	17.8%	1.75	2.1%	78%	False	False	8,708

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	87.44
2.618	85.94
1.618	85.02
1.000	84.45
0.618	84.10
HIGH	83.53
0.618	83.18
0.500	83.07
0.382	82.96
LOW	82.61
0.618	82.04
1.000	81.69
1.618	81.12
2.618	80.20
4.250	78.70

Fisher Pivots for day following 30-Mar-2010
Pivot	1 day	3 day
R1	83.14	82.80
PP	83.10	82.42
S1	83.07	82.05

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These figures are updated between 7pm and 10pm EST after a trading day.

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